We prove a representation of Aumann-Pettis integrable multivalued martingales by Pettis integrable martingale selectors. Regularity of Aumann-Pettis integrable multivalued martingales and their convergence in Mosco sense, Wijsman topology, and linear topology are established.
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ME
Mohammed El Allali
Faculty of Sciences and Technology, University Sidi Mohamed Ben Abdellah, Fez, Morocco
M. El Allali, M. El-Louh, F. Ezzaki. “On the Convergence and Regularity of Aumann-Pettis Integrable Multivalued Martingales.” Journal of Convex Analysis 27 (2020), No. 4, 1177–1194.